Weighted-Average Least Squares Model Averaging R package WALS version 0.2.6 Implements Weighted-Average Least Squares model averaging for negative binomial regression models of Huynh (2024) <doi:10.48550/arXiv.2404.11324>, generalized linear models of De Luca, Magnus, Peracchi (2018) <doi:10.1016/j.jeconom.2017.12.007> and linear regression models of Magnus, Powell, Pruefer (2010) <doi:10.1016/j.jeconom.2009.07.004>, see also Magnus, De Luca (2016) <doi:10.1111/joes.12094>. Weighted-Average Least Squares for the linear regression model is based on the original 'MATLAB' code by Magnus and De Luca <https://www.janmagnus.nl/items/WALS.pdf>, see also Kumar, Magnus (2013) <doi:10.1007/s13571-013-0060-9> and De Luca, Magnus (2011) <doi:10.1177/1536867X1201100402>. Software Depends: R (>= 4.0.0) Imports: Formula (>= 1.2-3), MASS (>= 7.3-51.6), methods, Rdpack(>= 2.1.3), stats Suggests: AER, BayesVarSel, BMS, testthat (>= 3.1.10) Kevin Huynh <kevin.huynh-dev@gmx.ch> Comprehensive R Archive Network (CRAN) Kevin Huynh [aut, cre] (ORCID: <https://orcid.org/0000-0002-4621-2274>) GPL-2 GPL-3 2025-07-13 application/tgz https://CRAN.R-project.org/package=WALS doi:10.32614/CRAN.package.WALS